Hannes Wilke

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

1,691

SSRN CITATIONS

10

CROSSREF CITATIONS

6

Scholarly Papers (5)

1.

Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts

28th Australasian Finance and Banking Conference Paper, 2016 Financial Markets and Corporate Governance
Number of pages: 51 Posted: 29 Nov 2014 Last Revised: 19 Aug 2020
Rainer Baule, Florian Borchard and Hannes Wilke
University of Hagen, affiliation not provided to SSRN and Deutsche Bundesbank
Downloads 820 (55,965)
Citation 2

Abstract:

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asset pricing, analyst research, earnings per share consensus forecasts, earnings forecast momentum, market efficiency, sell-side analysts

2.
Downloads 449 (119,575)
Citation 7

Connected Funds

Number of pages: 80 Posted: 28 Oct 2020 Last Revised: 18 Apr 2023
Daniel Fricke and Hannes Wilke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 308 (180,616)
Citation 3

Abstract:

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asset management, investment funds, systemic risk, fire sales, liquidity risk, cross-holdings, contagion

Connected Funds

Deutsche Bundesbank Discussion Paper No. 48/2020
Number of pages: 63 Posted: 01 Sep 2020
Daniel Fricke and Hannes Wilke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 141 (375,430)

Abstract:

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asset management, investment funds, systemic risk, fire sales, liquidity risk, cross-holdings, spillover effects

3.

Of Leaders and Followers - An Econometric Analysis of Equity Analysts and Stock Market Investors

International Journal of Finance and Economics 24 (1/2019), 508–526
Number of pages: 47 Posted: 02 May 2016 Last Revised: 14 Jan 2020
Rainer Baule and Hannes Wilke
University of Hagen and Deutsche Bundesbank
Downloads 211 (264,598)

Abstract:

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analyst forecasts, information content, equity research, market efficiency, price discovery, error-correction, information share

4.

Investment Strategies Based on Voting and Non-Voting Stocks

Number of pages: 28 Posted: 28 Oct 2016
Hannes Wilke and Karin Niehoff
Deutsche Bundesbank and Fernuniversität in Hagen - University of Hagen
Downloads 119 (427,002)

Abstract:

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investment strategies, portfolio selection, information content, market efficiency, stock mispricing, non-voting and voting stocks, ownership structure

5.

Who Creates and Who Bears Flow Externalities in Mutual Funds?

Number of pages: 76 Posted: 28 Sep 2022 Last Revised: 10 May 2023
Daniel Fricke, Stephan Jank and Hannes Wilke
Deutsche Bundesbank, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 92 (511,480)

Abstract:

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asset management; mutual funds; externalities; contagion; performance.